Systems Optimization Methodology
This book is devoted to the methodology of investigation and optimization of goal-oriented complex systems. Based on his great experience in the field, the author considers the class of stochastic programming techniques as the major tool for designing chance-constrained models and methods for the planning and managing optimization of complex systems in economy, technology etc. The probabilistic approach is proved to be the most consistent solution type to the question of allowing for the risk and uncertainty in the problem of system optimization. Probabilistic characteristics of models for complex systems under uncertainty can be determined with the help of experts using inductive principles (e.g. principle of maximum entropy, invariance principle), and statistical methods. In this case, the methods of Bayesian statistical decision theory allow the use of an optimality principle via sequential decision-making. The book contains 11 consistent chapters (and main topics) having the following titles: Chapter 1: Risk and uncertainty in the complex systems; Chapter 2: Chance-constrained stochastic programming problems; Chapter 3: Two-stage stochastic programming problems; Chapter 4: Multistage stochastic programming problems; Chapter 5: Game approach to stochastic programming problems; Chapter 6: Existence of solution and its optimality in stochastic programming problems; Chapter 7: Stability of solution in stochastic programming problems; Chapter 8: Methods for solving infinite and semi-infinite programming problems; Chapter 9: Optimization on fuzzy sets; Chapter 10: Optimization of nonlinear programming problems with non-uniquely defined variables; Chapter 11: Optimization problems in function spaces. This book is addressed mainly to graduate students, researchers and to all those interested in the modern theory of complex system optimization. The examples, applications, and even theoretically-oriented conclusions of the scientific investigation make of this book a really valuable instrument for both practitioners and theorists into the field of system analysis.
- Programming the expansion of large-scale systems allowing for uncertainty and risk factors
- Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
- Two-stage models of the optimization
- scientific article; zbMATH DE number 3172231 (Why is no real title available?)
- Problems in stochastic programming with probabilistic criteria
- scientific article; zbMATH DE number 4010372 (Why is no real title available?)
- scientific article; zbMATH DE number 827062 (Why is no real title available?)
- Preface
- Modern Optimization Methods for Decision Making Under Risk and Uncertainty
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